Verlag: Wiley & Sons, Incorporated, John, 2005
ISBN 10: 0471733873 ISBN 13: 9780471733874
Sprache: Englisch
Anbieter: Better World Books Ltd, Dunfermline, Vereinigtes Königreich
EUR 18,31
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbZustand: Good. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
EUR 25,43
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.3.
EUR 45,02
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbZustand: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 247 | Sprache: Englisch | Produktart: Bücher.
Anbieter: online-buch-de, Dozwil, Schweiz
EUR 49,00
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: gebraucht; wie neu. (507-3).
EUR 89,12
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbGebunden. Zustand: New. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility--time series and financial econometrics--in a way that he believes is superior to methods presently used by market participants. He also suggests that there may .
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 98,58
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
EUR 101,44
Währung umrechnenAnzahl: 15 verfügbar
In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
EUR 108,11
Währung umrechnenAnzahl: 2 verfügbar
In den WarenkorbBuch. Zustand: Neu. Neuware - Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility--time series and financial econometrics--in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be 'skewness' trading opportunities that can be sued to trade the markets mroe profitably. Filed with in-depth insight and expert advice, this book will focus on the idea of filtering.The idea behind filtering is to obtain the best possible estimation of a hidden state given all the available information up to that point. This estimation is done in an iterative manner in two stages: The first step is a time update in which the prior distribution from all the past information via a Chapman-Kolmogorov equation. The second step would then involve a measurement update where this prior distribution is used together with the conditional likelihood of the newest observation in order to compute the posterior distribution of the hidden state. The Bayes rule is used for this purpose. Once the posterior distribution is determined, it can be exploited for the optimal estimation of the hidden state.For practitioners and students, the author is adding content on:\* estimation from historic option prices instead of stocks, as the observation quality is better\* spectral approaches and in particular Wiener Chaos Expansions\* on the statistical trading strategy in section 3.
Verlag: John Wiley & Sons Inc, 2015
ISBN 10: 111894397X ISBN 13: 9781118943977
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 140,88
Währung umrechnenAnzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 2nd edition. 294 pages. 9.50x6.50x1.00 inches. In Stock.